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Temporally local maximum likelihood with application to SIS model
Gourieroux, Christian; Jasiak, Joann - In: Journal of time series econometrics 15 (2023) 2, pp. 151-198
Persistent link: https://www.econbiz.de/10014465605
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Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 7 (2015) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
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Tail behavior and dependence structure in the APARCH model
Javed, Farrukh; Podgórski, Krzysztof - In: Journal of time series econometrics 9 (2017) 2, pp. 1-48
Persistent link: https://www.econbiz.de/10011701888